Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (Nov 22nd): Tencent and more

In today’s briefing:

  • Hong Kong Connect Flows (Nov 22nd): Tencent, Alibaba, Meituan, Ping An Insurance, Xiaomi
  • Thailand Short Interest Weekly (Nov 22nd): Bumrungrad Hospital, True
  • HK Short Interest Weekly: Tencent, CCB, China Mobile, AIA
  • KRX Foreign Holding Weekly (Nov 22nd): Naver, SK Hynix, Samsung Electronics
  • TWSE Foreign Holding Weekly (Nov 22nd): Yang Ming Marine, TSMC, Hon Hai Precision, Quanta, Asustek
  • TWSE Short Interest Weekly (Nov 22nd): Mitac, Quanta Computer, Hon Hai Precision, First Financial


Hong Kong Connect Flows (Nov 22nd): Tencent, Alibaba, Meituan, Ping An Insurance, Xiaomi

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 22nd.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Tencent, Alibaba, Meituan, Ping An Insurance, Xiaomi.

Thailand Short Interest Weekly (Nov 22nd): Bumrungrad Hospital, True

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Nov 22nd.We estimate that they had an aggregated short interest worth USD2.3bn.
  • We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases & decreases in short value, short as multiple of ADT.
  • We highlight short interest changes in Bumrungrad Hospital (BH TB), True (TRUE TB).

HK Short Interest Weekly: Tencent, CCB, China Mobile, AIA

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Nov 15th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Tencent, CCB, China Mobile, AIA.

KRX Foreign Holding Weekly (Nov 22nd): Naver, SK Hynix, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Nov 22nd which has an aggregated holding worth USD491.7bn.
  • We estimate that foreign flows to be outflows of USD772mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in Naver, SK Hynix, Samsung Electronics.

TWSE Foreign Holding Weekly (Nov 22nd): Yang Ming Marine, TSMC, Hon Hai Precision, Quanta, Asustek

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 22nd which has an aggregated holding worth USD1,003.7bn.
  • We estimate that foreign flows to be outflows of USD1,568mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in Yang Ming Marine, TSMC, Hon Hai Precision Industry, Quanta Computer, Asustek Computer.

TWSE Short Interest Weekly (Nov 22nd): Mitac, Quanta Computer, Hon Hai Precision, First Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 22nd which has an aggregated short interest worth USD21.9bn.
  • We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases & decreases in short value, short as multiple of ADT.
  • We highlight short interest changes in Mitac, Quanta Computer, Hon Hai Precision Industry, First Financial, Eva Airways, Yageo, Ta Chen Stainless Pipe.

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